Rust + Polars Data Engineer - Trading Data

Our client, a leading digital assets trading firm is looking for a Data Engineer in London to support the development of their core trading and market data platform. The role sits within a small, high-impact engineering team working closely with the founding group, where engineers take ownership of critical data infrastructure feeding trading and market making strategies; the position focuses on building and maintaining robust, low-latency data pipelines from exchange feeds, ensuring data quality, and delivering reliable datasets and APIs used directly by trading systems and clients.

Responsibilities:

• Build and maintain real-time data ingestion pipelines from exchange feeds (Web Socket, REST, on-chain)
• Normalise, validate, and reconcile market data including gap detection and schema management
• Own the storage and delivery of time-series and historical datasets, including APIs and SLAs
• Develop monitoring and alerting systems to ensure data quality and reliability
• Optimise performance of data pipelines, including low-latency processing in high-throughput environments

Requirements:

• 2-4 years' experience building production-grade data infrastructure
• Strong programming skills in Python and Rust, with experience handling large datasets
• Experience working with AWS and distributed systems in a command-line environment
• Solid SQL skills with a strong focus on data quality and correctness
• Strong problem-solving mindset with the ability to operate in a fast-paced, engineering-led environment